Strongly vertically shaken granular matter can display a density inversion: A high-density cluster of beads is elevated by a dilute gaslike layer of fast beads underneath (“granular Leidenfrost effect”). For even stronger shaking the granular Leidenfrost state becomes unstable and granular convection rolls emerge. This transition resembles the classical onset of convection in fluid heated from below at some critical Rayleigh number. The same transition is seen in molecular dynamics (MD) simulations of the shaken granular material. The critical shaking strength for the onset of granular convection can be calculated from a linear stability analysis of a hydrodynamiclike model of the granular flow. Experiment, MD simulations, and theory quantitatively agree